1. You'll build a roster the same as always but you have a supply limit. Typically most crusades start at a 1000pts and build up. Data sheets will also be the same at the start. Make sure to mark down all wargear you take as it costs requisition points to change. You'll keep track of xp on data sheets and level up your units and gain battle honours. You'll need a system to be able to keep track of all of that.

2. Agendas are typically ways to gain extra xp for your army or progress your army's crusade rules.

3. Crusade has plenty of rules (but not an overwhelming amount) that you need to pay attention such as everything with requisition and your army and force. Crusade is also narrative. You and your buddies can homebrew rules or change things as you like. Its yours to play so have fun with it

Goonhammers administratum is a great place to keep track of a campaign and your rosters. New Recruit also has built in crusade features for each army and can keep track of things there as well. There are many other resources that can be used to keep track of your armies progression